+36.4%
UPS vs VEEV
+556.2%
-519.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.0% | -4.6% | +2.6% | -1.1% |
| 30D | -2.0% | +8.6% | -10.6% | -3.8% |
| 3M | -6.2% | +62.4% | -68.7% | -15.1% |
| 6M | +2.8% | +40.3% | -37.5% | -4.7% |
| YTD | +5.9% | +17.5% | -11.6% | +1.4% |
| 1Y | +26.2% | -6.1% | +32.4% | +26.1% |
| 3Y | -26.0% | +16.7% | -42.7% | -31.0% |
| 5Y | -34.3% | -13.3% | -20.9% | -36.6% |
| All | +36.4% | +556.2% | -519.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VEEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling